Grub installs its files as usual to /boot/grub2. If everything worked correctly, you should now also have a folder /boot/efi/grub2 or /boot/efi/your_distros_name. With --bootloader-id=isert_name_here you can also specify the name for the folder yourself.

Grub calls efibootmgr automatically and creates a boot entry with that name in the EFI boot menu (in my case, that means it shows up as a bootable device in the EFI menu, not sure if this is the case on every EFI board)

Further setup does not differ from usual grub2 setup, grub2-mkconfig will add the appropriate modules for EFI to your grub.cfg.

Chainloading Windows:

As I asked for a dual boot with Windows, I will include the grub configuration for chainloading it:

Chainloading a Windows installation on EFI is slightly different from one on a MBR disk. You won't need the ntfs or part_mbr modules, instead fat and part_gpt are needed.

Also, setting root is not required, this information is stored by Windows' own boot manager. Instead specify the search command. The parameters needed for it can be determined by

Instead of telling chainloader the number of sectors to read, you will need to set the path to Windows' EFI loader in the EFI partition. This is the same for all Windows EFI installations. The resulting entry should look like this: